+66.4%
AEP vs TRGP
+627.0%
-560.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -0.1% | +10.0% | -10.1% | -1.4% |
| 3M | -3.2% | +7.6% | -10.8% | -4.3% |
| 6M | -5.3% | +26.8% | -32.1% | -8.3% |
| YTD | +9.5% | +60.6% | -51.0% | +2.8% |
| 1Y | +17.5% | +82.5% | -65.0% | +8.2% |
| 3Y | +77.0% | +265.0% | -188.0% | +39.6% |
| 5Y | +66.4% | +645.9% | -579.5% | +19.5% |
| All | +66.4% | +627.0% | -560.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling